Preliminary test of fit in a general class of conditionally heteroscedastic nonlinear time series
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Publication:4912051
DOI10.1080/00949655.2011.558087zbMath1431.62352MaRDI QIDQ4912051
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Publication date: 21 March 2013
Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00949655.2011.558087
62P20: Applications of statistics to economics
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62M07: Non-Markovian processes: hypothesis testing
Related Items
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